BNP Paribas Call 6.5 NWL 20.12.2024
/ DE000PZ11VS5
BNP Paribas Call 6.5 NWL 20.12.20.../ DE000PZ11VS5 /
| 20/06/2024 21:50:27 |
Chg.-0.030 |
Bid21:59:30 |
Ask21:59:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-3.49% |
0.820
Bid Size: 16,300 |
0.840
Ask Size: 16,300 |
Newell Brands Inc |
6.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ11VS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.46 |
| Parity: |
0.11 |
| Time value: |
0.80 |
| Break-even: |
6.96 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
5.81% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
4.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.890 |
| High: |
0.910 |
| Low: |
0.820 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.83% |
| 1 Month |
|
|
-59.11% |
| 3 Months |
|
|
-54.64% |
| YTD |
|
|
-70.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.860 |
| 1M High / 1M Low: |
2.040 |
0.860 |
| 6M High / 6M Low: |
2.960 |
0.860 |
| High (YTD): |
09/01/2024 |
2.960 |
| Low (YTD): |
19/06/2024 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.899 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.40% |
| Volatility 6M: |
|
151.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
